{"id":42208,"date":"2021-06-26T22:38:19","date_gmt":"2021-06-27T03:38:19","guid":{"rendered":"http:\/\/prefblog.com\/?p=42208"},"modified":"2021-06-26T22:38:19","modified_gmt":"2021-06-27T03:38:19","slug":"april-27-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=42208","title":{"rendered":"April 27, 2021"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1397 %<\/td>\n2,439.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1397 %<\/td>\n4,476.8<\/td>\n<\/tr>\n
Floater<\/td>\n3.42 %<\/td>\n3.55 %<\/td>\n56,794<\/td>\n18.41<\/td>\n4<\/td>\n0.1397 %<\/td>\n2,580.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0339 %<\/td>\n3,696.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.02 %<\/td>\n40,661<\/td>\n3.52<\/td>\n8<\/td>\n0.0339 %<\/td>\n4,414.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0339 %<\/td>\n3,444.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.28 %<\/td>\n-7.26 %<\/td>\n70,328<\/td>\n0.09<\/td>\n23<\/td>\n0.0596 %<\/td>\n3,262.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.89 %<\/td>\n4.96 %<\/td>\n80,229<\/td>\n15.52<\/td>\n11<\/td>\n0.1161 %<\/td>\n3,775.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.35 %<\/td>\n3.76 %<\/td>\n167,944<\/td>\n17.71<\/td>\n48<\/td>\n-0.0875 %<\/td>\n2,664.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n4.97 %<\/td>\n4.65 %<\/td>\n101,261<\/td>\n3.73<\/td>\n22<\/td>\n-0.0036 %<\/td>\n3,662.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.90 %<\/td>\n3.28 %<\/td>\n72,703<\/td>\n19.02<\/td>\n2<\/td>\n0.5316 %<\/td>\n2,437.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.98 %<\/td>\n3.63 %<\/td>\n223,391<\/td>\n1.05<\/td>\n29<\/td>\n0.0431 %<\/td>\n2,734.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n2.41 %<\/td>\n166,143<\/td>\n0.75<\/td>\n1<\/td>\n0.0000 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.30 %<\/td>\n3.74 %<\/td>\n154,288<\/td>\n17.49<\/td>\n21<\/td>\n-0.0341 %<\/td>\n2,818.3<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-6.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 23.34
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 22.28
\nEvaluated at bid price : 23.05
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.03
\nBid-YTW : 3.51 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n216,300<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.28
\nBid-YTW : 1.99 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n94,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.80
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n71,110<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n68,550<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n30,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 17.88
\nEvaluated at bid price : 17.88
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n23,820<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.23
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
There were 14 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
BNS.PR.H<\/td>\nFixedReset Prem<\/td>\nQuote: 25.52 – 27.00
\nSpot Rate : 1.4800
\nAverage : 0.7969<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-01-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.52
\nBid-YTW : 2.05 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 17.76 – 19.00
\nSpot Rate : 1.2400
\nAverage : 0.7231<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 4.79 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Premium<\/td>\nQuote: 26.10 – 26.92
\nSpot Rate : 0.8200
\nAverage : 0.4579<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-01
\nMaturity Price : 25.75
\nEvaluated at bid price : 26.10
\nBid-YTW : 3.44 %<\/td>\n<\/tr>\n

BMO.PR.B<\/td>\nFixedReset Prem<\/td>\nQuote: 25.81 – 26.50
\nSpot Rate : 0.6900
\nAverage : 0.3872<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-02-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.81
\nBid-YTW : 1.92 %<\/td>\n<\/tr>\n

RS.PR.A<\/td>\nSplitShare<\/td>\nQuote: 10.32 – 11.29
\nSpot Rate : 0.9700
\nAverage : 0.8223<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 10.32
\nBid-YTW : 4.60 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.01 – 24.40
\nSpot Rate : 0.3900
\nAverage : 0.2541<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-04-27
\nMaturity Price : 23.34
\nEvaluated at bid price : 24.01
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-42208","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42208","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=42208"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/42208\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=42208"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=42208"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=42208"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}